Credit Risk Modellers (Associate - Senior Manager levels)

Consulting

Dublin - Hybrid

DOE

Broadgate has recently partnered up with a renowned Big 4 firm in the search of credit risk modellers, with IRB modelling expertise ideally.

What is in for you?

• DOE salary - Associate to SM levels available
• Contributory Pension
• Discounted Health Insurance
• Flexible Hybrid working
• Gym Membership & more!

Responsibilities:

• Oversee the redevelopment, recalibration, validation, and implementation of IRB and IFRS9 models for various clients.
• Handle data preparation and analysis for model development, ensuring the accuracy and integrity of data management and remediation efforts.
• Build and test models for PD, LGD, and EAD under IRB, and ECL models for IFRS9, ensuring they meet performance standards.
• Work closely with senior stakeholders, mentor risk modelling teams, and stay informed on industry and regulatory trends to enhance model innovation and efficiency.

Requirements:

• A Master's degree in Mathematics, Statistics, or a related field is required for Senior Managers, while a Bachelor's degree is acceptable for Managers and Consultants.
• Significant experience in IRB and/or IFRS9 model development: 10+ years for Senior Managers, 6+ years for Managers, and 4+ years for Consultants.
• Senior Managers and Managers must demonstrate strong leadership abilities, focusing on team development and stakeholder engagement; Consultants will play a key supporting role within the team.
• Proficiency in programming languages such as SAS, SQL, and Excel, alongside in-depth knowledge of regulatory guidelines (EBA, ECB, IFRS9), with experience in Irish and UK asset portfolios being a plus.

If you're interested apply today through LinkedIn or contact me on for a confidential chat.